ECBOT 30 Year Treasury Bond Future December 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Nov-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Nov-2017 | 30-Nov-2017 | Change | Change % | Previous Week |  
                        | Open | 154-13 | 153-05 | -1-08 | -0.8% | 154-01 |  
                        | High | 154-22 | 153-10 | -1-12 | -0.9% | 154-24 |  
                        | Low | 152-28 | 152-04 | -0-24 | -0.5% | 153-17 |  
                        | Close | 153-10 | 152-27 | -0-15 | -0.3% | 154-08 |  
                        | Range | 1-26 | 1-06 | -0-20 | -34.5% | 1-07 |  
                        | ATR | 1-02 | 1-02 | 0-00 | 0.8% | 0-00 |  
                        | Volume | 345,953 | 71,079 | -274,874 | -79.5% | 1,129,232 |  | 
    
| 
        
            | Daily Pivots for day following 30-Nov-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 156-10 | 155-25 | 153-16 |  |  
                | R3 | 155-04 | 154-19 | 153-05 |  |  
                | R2 | 153-30 | 153-30 | 153-02 |  |  
                | R1 | 153-13 | 153-13 | 152-30 | 153-03 |  
                | PP | 152-24 | 152-24 | 152-24 | 152-19 |  
                | S1 | 152-07 | 152-07 | 152-24 | 151-29 |  
                | S2 | 151-18 | 151-18 | 152-20 |  |  
                | S3 | 150-12 | 151-01 | 152-17 |  |  
                | S4 | 149-06 | 149-27 | 152-06 |  |  | 
        
            | Weekly Pivots for week ending 24-Nov-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 157-27 | 157-08 | 154-29 |  |  
                | R3 | 156-20 | 156-01 | 154-19 |  |  
                | R2 | 155-13 | 155-13 | 154-15 |  |  
                | R1 | 154-26 | 154-26 | 154-12 | 155-03 |  
                | PP | 154-06 | 154-06 | 154-06 | 154-10 |  
                | S1 | 153-19 | 153-19 | 154-04 | 153-29 |  
                | S2 | 152-31 | 152-31 | 154-01 |  |  
                | S3 | 151-24 | 152-12 | 153-29 |  |  
                | S4 | 150-17 | 151-05 | 153-19 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 154-27 | 152-04 | 2-23 | 1.8% | 1-03 | 0.7% | 26% | False | True | 327,942 |  
                | 10 | 154-27 | 152-04 | 2-23 | 1.8% | 1-02 | 0.7% | 26% | False | True | 312,838 |  
                | 20 | 154-27 | 152-01 | 2-26 | 1.8% | 1-01 | 0.7% | 29% | False | False | 296,391 |  
                | 40 | 154-27 | 150-10 | 4-17 | 3.0% | 1-01 | 0.7% | 56% | False | False | 279,433 |  
                | 60 | 158-09 | 150-10 | 7-31 | 5.2% | 1-01 | 0.7% | 32% | False | False | 273,401 |  
                | 80 | 158-09 | 150-10 | 7-31 | 5.2% | 1-01 | 0.7% | 32% | False | False | 236,520 |  
                | 100 | 158-09 | 150-10 | 7-31 | 5.2% | 1-01 | 0.7% | 32% | False | False | 189,294 |  
                | 120 | 158-09 | 150-10 | 7-31 | 5.2% | 0-31 | 0.6% | 32% | False | False | 157,749 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 158-12 |  
            | 2.618 | 156-13 |  
            | 1.618 | 155-07 |  
            | 1.000 | 154-16 |  
            | 0.618 | 154-01 |  
            | HIGH | 153-10 |  
            | 0.618 | 152-27 |  
            | 0.500 | 152-23 |  
            | 0.382 | 152-19 |  
            | LOW | 152-04 |  
            | 0.618 | 151-13 |  
            | 1.000 | 150-30 |  
            | 1.618 | 150-07 |  
            | 2.618 | 149-01 |  
            | 4.250 | 147-02 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Nov-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 152-26 | 153-16 |  
                                | PP | 152-24 | 153-09 |  
                                | S1 | 152-23 | 153-02 |  |